论文信息 - Efficiently Simulating the Coverage Properties of Interval Estimates

Efficiently Simulating the Coverage Properties of Interval Estimates

Methods of simulating the frequency coverage of an interval estimate by simulating the average Bayesian posterior probability coverage are presented. The methods can be much more efficient than the standard method that simulates the hit rate of the interval. The possible increased efficiency is illustrated using three examples: estimating a binomial probability, bootstrapping a variance, and multiple imputation intervals for the mean.

Donald B. Rubin | Nathaniel Schenker | D. Rubin | N. Schenker

[1] D. Rubin,et al. Multiple Imputation for Interval Estimation from Simple Random Samples with Ignorable Nonresponse , 1986 .

[2] C. Morris. Parametric Empirical Bayes Inference: Theory and Applications , 1983 .

[3] J. Neyman. On the Two Different Aspects of the Representative Method: the Method of Stratified Sampling and the Method of Purposive Selection , 1934 .

[4] E. Pitman,et al. THE ESTIMATION OF THE LOCATION AND SCALE PARAMETERS OF A CONTINUOUS POPULATION OF ANY GIVEN FORM , 1939 .

[5] Gerald S. Rogers,et al. Mathematical Statistics: A Decision Theoretic Approach , 1967 .

[6] G. C. Tiao,et al. Bayesian inference in statistical analysis , 1973 .

[7] B. Efron. Nonparametric standard errors and confidence intervals , 1981 .